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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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139278416555 · Jun 202019922001200920172026
48 results for adaptive update rates

Unified analysis for decentralized SGD across various topologies and updates.

problem Analysis of decentralized SGD methods with changing topologies and local updates.
method Unified convergence analysis covering local SGD updates and adaptive network topology.
result Universal convergence rates for smooth problems, interpolating between heterogeneous and iid-data settings.

Paper proves multiplicative weight updates can train neural networks without learning rate tuning.

problem Vanishing and exploding gradients in gradient descent for compositional functions.
method Proves descent lemma for compositional functions using multiplicative weight updates and derives Madam optimizer.
result Madam optimizer trains state-of-the-art neural networks without learning rate tuning.

In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter second-moment estimators requires memory equal to the number of parameters. For …

2018-04-11abs ↗pdf ↗

DEAM optimizes momentum weights dynamically to improve deep learning model training.

problem Errors in momentum weights propagate errors in optimization algorithms like ADAM.
method DEAM computes adaptive momentum weights based on discriminative angles, reducing hyperparameters and introducing a backtrack term.
result DEAM achieves faster convergence rates in both convex and non-convex deep learning model training.

We present a confidence-based single-layer feed-forward learning algorithm SPIRAL (Spike Regularized Adaptive Learning) relying on an encoding of activation spikes. We adaptively update a weight vector relying on confidence estimates and activation offsets relative to previous activity. We regularize updates proportion…

2016-11-18abs ↗pdf ↗

We present a novel method for convex unconstrained optimization that, without any modifications, ensures: (i) accelerated convergence rate for smooth objectives, (ii) standard convergence rate in the general (non-smooth) setting, and (iii) standard convergence rate in the stochastic optimization setting. To the best of…

2018-09-08abs ↗pdf ↗

Adaptive momentum method solves non-convex min-max problems.

problem Non-convex min-max optimization problems in training generative adversarial networks.
method Proposes an adaptive momentum algorithm for non-convex min-max optimization.
result Establishes non-asymptotic convergence rates for the proposed algorithm.

Deep neural networks are traditionally trained using human-designed stochastic optimization algorithms, such as SGD and Adam. Recently, the approach of learning to optimize network parameters has emerged as a promising research topic. However, these learned black-box optimizers sometimes do not fully utilize the experi…

2018-11-22abs ↗pdf ↗

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by applying it to stochastic gradient descent, stochastic gradient descent with Nesterov …

2017-03-14abs ↗pdf ↗

Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.

problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of ildeO(T1/2) ilde{\mathcal{O}}(T^{-1/2}) with high probability.

New algorithm reduces adaptation lag in online model selection.

problem Adaptation lag in online model selection for non-stationary environments.
method Optimistic online mirror descent with safeguarded large learning rates.
result Reduces adaptation lag from hundreds of rounds to a few rounds.

Adaptive clipping improves privacy in federated learning.

problem Inadequate fixed clipping norms in existing DP Federated Averaging methods.
method Adaptive clipping to a quantile of the update norm distribution, estimated online with differential privacy.
result Adaptive clipping to the median update norm outperforms fixed clipping in federated learning tasks.

CAdam optimizes online learning by adapting to distribution shifts and noise.

problem Challenges in online learning data, including distribution shifts and noise, affect Adam's performance.
method CAdam uses a confidence-based approach to assess the consistency between momentum and gradients before updating parameters.
result CAdam outperforms other optimizers in various settings with distribution shift or noise.

FedDuA adapts global learning rate for federated learning.

problem Slow convergence in federated learning due to dataset and parameter space heterogeneity.
method FedDuA uses mirror descent to adaptively select global learning rate based on inter-client and coordinate-wise heterogeneity.
result FedDuA achieves minimax optimal convergence for convex objectives and outperforms baselines in various settings.

This work analyzes QQ-learning with adaptive stepsizes for finite-time convergence.

problem Finite-time convergence analysis for average-reward QQ-learning with adaptive stepsizes.
method Adaptive stepsizes as local clocks, time-inhomogeneous Markovian reformulation, almost-sure time-varying bounds, conditioning arguments, and Markov chain concentration inequalities.
result Convergence rates of ildeO(1/k) ilde{\mathcal{O}}(1/k) for mean-square and pointwise mean-square convergence.

Adaptive learning rate improves FTRL's performance in online learning.

problem Optimizing FTRL's learning rate for competitive regret in online learning.
method Formulated as a sequential decision-making problem, introduced competitive analysis framework, and proposed stability-penalty matching update rules.
result Achieved a constant competitive ratio under specific conditions, enabling Best-Of-Both-Worlds algorithms.

A Bayesian estimation of a GARCH model is performed for US Dollar/Japanese Yen exchange rate by the Metropolis-Hastings algorithm with a proposal density given by the adaptive construction scheme. In the adaptive construction scheme the proposal density is assumed to take a form of a multivariate Student's t-distributi…

2010-12-29abs ↗pdf ↗

New adaptive methods solve weakly convex stochastic optimization problems.

problem Solving weakly convex stochastic optimization problems.
method Adaptive first and zeroth-order methods using exponential moving averages.
result Established non-asymptotic convergence rates for nonsmooth and nonconvex problems.

Paper introduces a simpler gated RNN structure to better capture long-term dependencies.

problem Difficulty in learning long-term dependencies in RNNs.
method Proposes a grouped distributor unit (GDU) with partitioned hidden states and adaptive update rates.
result GDU outperforms LSTM and GRU on various tasks, including pathological and natural data.

Optimistic method adapted for faster convex-concave min-max problems.

problem Solving convex-concave min-max optimization problems efficiently.
method Adaptive, line search-free second-order methods combining optimistic updates and second-order information.
result Achieves optimal convergence rate without line search or backtracking.

TDprop uses Jacobi preconditioning to improve adaptive optimizers in Deep RL.

problem Improving performance of adaptive optimizers in Deep RL.
method TDprop computes per-parameter learning rates based on Jacobi preconditioning of the TD update rule.
result TDprop matches or exceeds Adam's performance in Deep RL experiments, suggesting Jacobi preconditioning can improve adaptive methods.

Adaptive online learning algorithms without manual tuning of a Lipschitz hyperparameter.

problem Designing adaptive online learning algorithms that require minimal user input and automatically adjust hyperparameters.
method Developing new versions of MetaGrad and Squint algorithms that dynamically update learning rates and adapt to the optimal Lipschitz hyperparameter.
result Automatic adaptation of the Lipschitz hyperparameter, improving performance and efficiency of online learning algorithms.

Alt-GDA outperforms Sim-GDA in minimax games with near-optimal local convergence.

problem Minimax optimization convergence rate comparison
method Alternating Gradient Descent-Ascent (Alt-GDA) vs. Simultaneous Gradient Descent-Ascent (Sim-GDA)
result Alt-GDA achieves near-optimal local convergence rate for strongly convex-strongly concave problems, while Sim-GDA converges slower.

DynBRO learns robustly from dynamic Byzantine workers.

problem Fault-tolerant distributed learning with dynamic Byzantine workers.
method Multi-level Monte Carlo (MLMC) gradient estimation and adaptive learning rate.
result DynaBRO nearly matches static setting's convergence rate with O(T)\mathcal{O}(\sqrt{T}) Byzantine worker changes.

PCGS-TF uses a Transformer to adaptively control expert switching in non-stationary environments.

problem Static regret is insufficient for strictly online prediction in non-stationary settings.
method Policy-Controlled Generalized Share (PCGS) with a Transformer as an update controller.
result PCGS-TF achieves the lowest dynamic regret in non-stationary families and expert pools.

A new method for efficient neural network fine-tuning using queryable low-rank update atoms.

problem Rigidity of static low-rank adaptation methods when input and depth-wise computation vary.
method A shared queryable memory of low-rank update atoms, allowing dynamic and context-sensitive adaptation.
result Improves final test performance and training stability compared to standard low-rank adaptation.

New adaptive scheduler improves SAM for better model training.

problem Training machine learning models requires selecting a learning rate, which is often difficult and time-consuming.
method Derive Polyak schedulers tailored to SAM-style updates, proving linear convergence for strongly convex objectives and an O(1/T) rate for convex objectives.
result Polyak schedulers achieve comparable or better performance than tuned SAM baselines, reducing the need for learning-rate tuning.

OnlineSCI extends ACI for adaptive selective inference with improved coverage and IER control.

problem Adaptive selective inference in online settings with improved coverage and IER control.
method Adaptive selective inference with extended ACI algorithm.
result OnlineSCI controls average missed coverage and instantaneous error rate at selected times, up to a non-asymptotic remainder term.

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …

2018-05-23abs ↗pdf ↗

Local adaptive methods in FL can accelerate convergence but introduce bias, which is corrected.

problem The effect of using adaptive optimization methods for local updates in federated learning.
method Proposed correction techniques to overcome the bias introduced by local adaptive methods.
result Correction techniques can achieve faster convergence and higher test accuracy than baseline methods.

Local update methods' performance depends on learning rates, affecting convergence rates and alignment with true loss.

problem The performance of local update methods in federated learning and meta-learning is sensitive to learning rates.
method Proved that local update methods perform SGD on a surrogate loss function, characterized the surrogate loss, and derived convergence rates.
result Proper learning rate tuning is crucial for near-optimal behavior in communication-limited settings.

The paper provides convergence guarantees for multicalibration gradient boosting.

problem Understanding the convergence properties of multicalibration gradient boosting.
method Computational guarantees for multicalibration gradient boosting algorithms, including adaptive variants.
result The magnitude of successive prediction updates decays at O(1/T)O(1/\sqrt{T}), leading to convergence in empirical multicalibration error.

Paper unifies off-policy learning algorithms and introduces C-trace for better trade-offs.

problem Improving efficiency and scalability in off-policy learning.
method Unified view of off-policy algorithms, considering update variance, fixed-point bias, and contraction rate trade-offs.
result C-trace algorithm demonstrates better trade-offs and state-of-the-art performance.

New algorithm reduces best-in-class regret in contextual bandits.

problem Compete with the best policy in a class without model restrictions.
method Proposes an algorithm that updates policies by minimizing a pessimistic objective, including a clipped inverse-propensity estimate and variance penalty.
result Achieves fast best-in-class regret rates, including polylogarithmic rates in the parametric case.

This paper proves AdaGrad and Adam converge linearly under PL inequality.

problem Understanding the convergence of adaptive gradient methods.
method Unified approach proving AdaGrad and Adam converge linearly under PL inequality.
result AdaGrad and Adam converge linearly when the cost function is smooth and satisfies PL inequality.